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We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated…

Probability · Mathematics 2020-03-30 Alexander Marynych , Ivan Matsak

Under mild assumptions, we prove that any random multifunction can be represented as the set of minimizers of an infinitely many differentiable normal integrand, which preserves the convexity of the random multifunction. We provide several…

Optimization and Control · Mathematics 2021-08-06 Juan Guillermo Garrido , Pedro Pérez-Aros , Emilio Vilches

We consider discrete probability laws on the real line, whose characteristic functions are separated from zero. In particular, this class includes arbitrary discrete infinitely divisible laws and lattice probability laws, whose…

Probability · Mathematics 2021-03-04 I. A. Alexeev , A. A. Khartov

Let P_{n,d,D} denote the graph taken uniformly at random from the set of all labelled planar graphs on {1,2,...,n} with minimum degree at least d(n) and maximum degree at most D(n). We use counting arguments to investigate the probability…

Combinatorics · Mathematics 2011-01-28 Chris Dowden

The concept of individual admixture (IA) assumes that the genome of individuals is composed of alleles inherited from $K$ ancestral populations. Each copy of each allele has the same chance $q_k$ to originate from population $k$, and…

Populations and Evolution · Quantitative Biology 2022-08-01 Peter Pfaffelhuber , Angelika Rohde

We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic)…

Probability · Mathematics 2008-07-30 Aryeh Kontorovich , Anthony Brockwell

We construct meta-intransitive systems of independent random variables of any finite order from basic tuple of random variables which generalize intransitive dice. Under this construction, the equality of some linear functional is…

Probability · Mathematics 2024-05-07 Alexey V. Lebedev

Methods of construction of Max-semi-selfdecompsable laws are given. Implications of this method in random time changed extremal processes are discussed. Max-autoregressive model is introduced and characterized using the…

Probability · Mathematics 2007-06-13 S Satheesh , E Sandhya

In this note we discuss the nature of gaps in the support of a discretely infinitely divisible distribution from the angle of compound Poisson laws/processes. The discussion is extended to infinitely divisible distributions on the…

Probability · Mathematics 2014-05-01 Anthony G. Pakes , S. Satheesh

Motivated by some cutting edge circular data such as from Smart Home technologies and roulette spins from online and casino, we construct some new rich classes of discrete distributions on the circle. We give four new general methods of…

Statistics Theory · Mathematics 2022-05-02 Kanti V. Mardia , Karthik Sriram

Influence maximization (IM) is the problem of finding for a given $s\geq 1$ a set $S$ of $|S|=s$ nodes in a network with maximum influence. With stochastic diffusion models, the influence of a set $S$ of seed nodes is defined as the…

Machine Learning · Computer Science 2019-10-30 Gal Sadeh , Edith Cohen , Haim Kaplan

In this paper, the joint distribution of the sum and maximum of independent, not necessarily identically distributed, nonnegative random variables is studied for two cases: i) continuous and ii) discrete random variables. First, a recursive…

Probability · Mathematics 2024-07-01 Christos N. Efrem

Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such…

Statistical Mechanics · Physics 2017-05-31 Sarah E. Marzen , James P. Crutchfield

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

In this paper we characterize the limiting behavior of sums of extreme values of long range dependent sequences defined as functionals of linear processes with finite variance. The extremal sums behave completely different by compared to…

Probability · Mathematics 2007-06-13 Rafal Kulik

In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…

Probability · Mathematics 2026-03-17 George Makatis , Michael A. Zazanis

A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…

Methodology · Statistics 2019-09-06 Frank Lad , Giuseppe Sanfilippo

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

Considered are the large $N$, or large intensity, forms of the distribution of the length of the longest increasing subsequences for various models. Earlier work has established that after centring and scaling, the limit laws for these…

Mathematical Physics · Physics 2022-06-09 Peter J. Forrester , Anthony Mays

We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are infinitely divisible.

Probability · Mathematics 2010-08-13 Wolfgang Karcher , Hans-Peter Scheffler , Evgeny Spodarev